+43.4%
ON vs SO
+6.1%
+37.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.8% |
| 7D | -4.1% | -0.1% | -4.0% | -4.3% |
| 30D | -10.2% | +8.7% | -18.9% | -5.2% |
| 3M | -12.7% | +3.4% | -16.1% | -10.6% |
| 6M | -32.5% | +3.7% | -36.3% | -31.6% |
| YTD | +28.6% | +10.0% | +18.5% | +32.2% |
| 1Y | +43.4% | +6.6% | +36.8% | +47.8% |
| All | +43.4% | +6.1% | +37.3% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling